I've no idea what games you've already played so apologies if I list something you've played already.

Crisis Core
Dissidia
Dissida 012
FFIV: Complete Collection
Growlanser: Wayfarer of Time
Jehanne d'Arc
Metal Gear Solid Peace Walker
Metal Gear Solid Portable Ops
Phantasy Star Portable
Tactics Orge: Let Us Cling Together

All games that were recommended to me. Is the PSP the only handheld system you have?